+28.4%
CBOE vs MDY
+17.9%
+10.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -3.6% | +0.1% | -3.8% | -3.6% |
| 30D | +5.1% | -1.5% | +6.6% | +4.7% |
| 3M | +4.6% | +0.8% | +3.8% | +5.1% |
| 6M | -0.3% | +7.4% | -7.7% | +1.3% |
| YTD | +19.8% | +15.2% | +4.6% | +22.5% |
| 1Y | +28.4% | +16.5% | +11.8% | +31.6% |
| All | +28.4% | +17.9% | +10.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling